Arena run #309
meanrev-v1 • deepseek • deepseek/deepseek-chat • US • success
Run status
as_of: 2026-02-25T17:57:28.313088+00:00
started_at: 2026-02-25T19:40:41.234115+00:00
finished_at: 2026-02-25T19:41:10.180885+00:00
duration_ms: 28945
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "WIZZ_CFD.UK",
"selection_reason": "significant 1-day drop, near MA50",
"mean_reversion_score": 75
},
{
"symbol": "UKW_CFD.UK",
"selection_reason": "large 1-day drop, below MA50 and MA200",
"mean_reversion_score": 80
},
{
"symbol": "CCC_CFD.UK",
"selection_reason": "moderate 1-day drop, near MA50",
"mean_reversion_score": 70
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "small 1-day gain, below MA50",
"mean_reversion_score": 65
},
{
"symbol": "BRBY_CFD.UK",
"selection_reason": "small 1-day drop, below MA50",
"mean_reversion_score": 68
}
],
"universe_symbols": [
"WIZZ_CFD.UK",
"UKW_CFD.UK",
"CRDA_CFD.UK",
"BIG_CFD.FR",
"ATG_CFD.UK",
"CCC_CFD.UK",
"BYIT_CFD.UK",
"BLND_CFD.UK",
"CAR_CFD.US",
"BRBY_CFD.UK",
"CE_CFD.US",
"FDX_CFD.US",
"ABF_CFD.UK",
"AGFB_CFD.BE"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Significant 1-day drop, near MA50.",
"symbol": "WIZZ_CFD.UK",
"position_size": 3000
},
{
"reason": "Moderate 1-day drop, near MA50.",
"symbol": "CCC_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal unrealized loss, no clear improvement.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Significant unrealized gain, holding for further potential.",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Moderate unrealized gain, holding for further potential.",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "Moderate unrealized gain, holding for further potential.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Moderate unrealized gain, holding for further potential.",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Marginal unrealized loss, no clear improvement.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Marginal unrealized loss, no clear improvement.",
"symbol": "FLO_CFD.US"
},
{
"reason": "No change in price, holding for further potential.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No change in price, holding for further potential.",
"symbol": "WKP_CFD.UK"
},
{
"reason": "No change in price, holding for further potential.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No change in price, holding for further potential.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No change in price, holding for further potential.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No change in price, holding for further potential.",
"symbol": "BIG_CFD.FR"
}
],
"sell": [
{
"reason": "Significant unrealized loss and below entry price.",
"symbol": "AML_CFD.UK"
},
{
"reason": "Moderate unrealized loss and below entry price.",
"symbol": "RMV_CFD.UK"
}
]
},
"portfolio_rationale": "Sold positions with significant unrealized losses and bought positions with strong mean-reversion potential. Held positions with marginal losses or gains, and those with no price change, to avoid overtrading and maintain portfolio stability."
}Prompts & responses
#605 • openrouter • deepseek/deepseek-chat • 2026-02-25T19:40:41.256978+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "WIZZ_CFD.UK", "name": "WIZZ AIR HOLDINGS PLC", "sector": "", "last_price": 1299.0, "change_1d_pct": -7.412687099073412, "distance_from_ma200_pct": 3.990085157792933, "distance_from_ma50_pct": 0.21211951024278086, "volatility_20d_pct": 5874.684590366408, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "UKW_CFD.UK", "name": "GREENCOAT UK WIND PLC", "sector": "", "last_price": 92.35, "change_1d_pct": -5.909322465613864, "distance_from_ma200_pct": -17.64082660607077, "distance_from_ma50_pct": -12.349969913308566, "volatility_20d_pct": 2773.983404143022, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CRDA_CFD.UK", "name": "CRODA INTERNATIONAL PLC", "sector": "", "last_price": 3270.0, "change_1d_pct": 18.306801736613608, "distance_from_ma200_pct": 15.315074372668791, "distance_from_ma50_pct": 15.114636224020273, "volatility_20d_pct": 105.57470323224747, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BIG_CFD.FR", "name": "Bigben Interactive", "sector": "", "last_price": 0.462, "change_1d_pct": 0.0, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -45.79246257098606, "volatility_20d_pct": 11712.882237669019, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 315.5, "change_1d_pct": -0.15822784810126667, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 2.9598929608719793, "volatility_20d_pct": 4125.199412345139, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CCC_CFD.UK", "name": "COMPUTACENTER PLC", "sector": "", "last_price": 2992.0, "change_1d_pct": -2.540716612377847, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -2.946633623541939, "volatility_20d_pct": 3425.126046830974, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 290.6, "change_1d_pct": 0.1378359751895264, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -13.036712512419047, "volatility_20d_pct": 3710.24320963922, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BLND_CFD.UK", "name": "BRITISH LAND CO PLC", "sector": "", "last_price": 413.0, "change_1d_pct": 0.0, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 2.3259962538279444, "volatility_20d_pct": 2013.7372429692637, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CAR_CFD.US", "name": "Avis Budget Group Inc", "sector": "", "last_price": 118.35, "change_1d_pct": 1.587982832618029, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -5.933987675643548, "volatility_20d_pct": 4643.814201648793, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BRBY_CFD.UK", "name": "BURBERRY GROUP PLC", "sector": "", "last_price": 1174.5, "change_1d_pct": -0.550381033022862, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -4.69118971687319, "volatility_20d_pct": 4100.463229875871, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CE_CFD.US", "name": "Celanese Corporation", "sector": "", "last_price": 58.85, "change_1d_pct": 0.051003060183618665, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 28.07455092296376, "volatility_20d_pct": 6478.369286492251, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "FDX_CFD.US", "name": "FedEx Corporation", "sector": "", "last_price": 386.56, "change_1d_pct": 0.7427484298037745, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 19.68497947520138, "volatility_20d_pct": 2549.069205234816, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ABF_CFD.UK", "name": "ASSOCIATED BRITISH FOODS PLC", "sector": "", "last_price": 1976.5, "change_1d_pct": 0.48296898830706425, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -0.4789045745805742, "volatility_20d_pct": 1983.0157791154838, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AGFB_CFD.BE", "name": "Agfa-Gevaert", "sector": "", "last_price": 0.49, "change_1d_pct": -2.0000000000000018, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -1.505557900661325, "volatility_20d_pct": 2568.590327331217, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}], "output_schema": {"selected_stocks": [{"symbol": "string", "mean_reversion_score": "integer 0-100", "selection_reason": "short, concrete, indicator-based"}], "rejected_common_reasons": ["string"]}}Output JSON
{
"selected_stocks": [
{
"symbol": "WIZZ_CFD.UK",
"selection_reason": "significant 1-day drop, near MA50",
"mean_reversion_score": 75
},
{
"symbol": "UKW_CFD.UK",
"selection_reason": "large 1-day drop, below MA50 and MA200",
"mean_reversion_score": 80
},
{
"symbol": "CCC_CFD.UK",
"selection_reason": "moderate 1-day drop, near MA50",
"mean_reversion_score": 70
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "small 1-day gain, below MA50",
"mean_reversion_score": 65
},
{
"symbol": "BRBY_CFD.UK",
"selection_reason": "small 1-day drop, below MA50",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"Avoid earnings within 5 trading days (if known)",
"Avoid highly binary/event-driven moves (if known)",
"Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"
]
}#606 • openrouter • deepseek/deepseek-chat • 2026-02-25T19:40:50.651465+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ADJ_CFD.DE", "qty": 0.0, "avg_price": 0.184, "last_price": 0.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "AIR_CFD.DE", "qty": 0.0, "avg_price": 200.984, "last_price": 187.12, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "AMH_CFD.US", "qty": 101.23165176311794, "avg_price": 29.634999999999998, "last_price": 29.53, "unrealized_pnl": -10.629323435127066, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 50.847457627118644, "avg_price": 59.0, "last_price": 55.65, "unrealized_pnl": -170.33898305084753, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 10.135135135135135, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 6622.516556291391, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 204.0, "last_price": 203.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "BYW6_CFD.DE", "qty": 998.3361064891848, "avg_price": 3.005, "last_price": 3.13, "unrealized_pnl": 124.7920133111481, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 422.705, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 63.29113924050633, "avg_price": 47.4, "last_price": 62.4, "unrealized_pnl": 949.367088607595, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 6.328446366417045, "avg_price": 474.05, "last_price": 463.4, "unrealized_pnl": -67.39795380234175, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "FLO_CFD.US", "qty": 303.7974683544304, "avg_price": 9.875, "last_price": 9.625, "unrealized_pnl": -75.9493670886076, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 22.466300549176236, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 305.54168746879606, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 15.822784810126583, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "IEP_CFD.BE", "qty": 582.5242718446601, "avg_price": 5.15, "last_price": 5.4, "unrealized_pnl": 145.63106796116503, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 20.34, "last_price": 20.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 7.070469007777516, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": -58.68489276455346, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 97.45533297238767, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}], "candidates": [{"symbol": "WIZZ_CFD.UK", "mean_reversion_score": 75, "selection_reason": "significant 1-day drop, near MA50"}, {"symbol": "UKW_CFD.UK", "mean_reversion_score": 80, "selection_reason": "large 1-day drop, below MA50 and MA200"}, {"symbol": "CCC_CFD.UK", "mean_reversion_score": 70, "selection_reason": "moderate 1-day drop, near MA50"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 65, "selection_reason": "small 1-day gain, below MA50"}, {"symbol": "BRBY_CFD.UK", "mean_reversion_score": 68, "selection_reason": "small 1-day drop, below MA50"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}Output JSON
{
"actions": {
"buy": [
{
"reason": "Significant 1-day drop, near MA50.",
"symbol": "WIZZ_CFD.UK",
"position_size": 3000
},
{
"reason": "Moderate 1-day drop, near MA50.",
"symbol": "CCC_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal unrealized loss, no clear improvement.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Significant unrealized gain, holding for further potential.",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Moderate unrealized gain, holding for further potential.",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "Moderate unrealized gain, holding for further potential.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Moderate unrealized gain, holding for further potential.",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Marginal unrealized loss, no clear improvement.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Marginal unrealized loss, no clear improvement.",
"symbol": "FLO_CFD.US"
},
{
"reason": "No change in price, holding for further potential.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No change in price, holding for further potential.",
"symbol": "WKP_CFD.UK"
},
{
"reason": "No change in price, holding for further potential.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No change in price, holding for further potential.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No change in price, holding for further potential.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No change in price, holding for further potential.",
"symbol": "BIG_CFD.FR"
}
],
"sell": [
{
"reason": "Significant unrealized loss and below entry price.",
"symbol": "AML_CFD.UK"
},
{
"reason": "Moderate unrealized loss and below entry price.",
"symbol": "RMV_CFD.UK"
}
]
},
"portfolio_rationale": "Sold positions with significant unrealized losses and bought positions with strong mean-reversion potential. Held positions with marginal losses or gains, and those with no price change, to avoid overtrading and maintain portfolio stability."
}Selection logs
#301 • stage1 • 2026-02-25T19:40:50.649389+00:00
{
"selected_stocks": [
{
"symbol": "WIZZ_CFD.UK",
"selection_reason": "significant 1-day drop, near MA50",
"mean_reversion_score": 75
},
{
"symbol": "UKW_CFD.UK",
"selection_reason": "large 1-day drop, below MA50 and MA200",
"mean_reversion_score": 80
},
{
"symbol": "CCC_CFD.UK",
"selection_reason": "moderate 1-day drop, near MA50",
"mean_reversion_score": 70
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "small 1-day gain, below MA50",
"mean_reversion_score": 65
},
{
"symbol": "BRBY_CFD.UK",
"selection_reason": "small 1-day drop, below MA50",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"Avoid earnings within 5 trading days (if known)",
"Avoid highly binary/event-driven moves (if known)",
"Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"
]
}